wmean (Series)
Weighted average of time series observations.
Syntax
Y = wmean(X,RANGE,BETA)
Input arguments
X [ tseries ]
Input tseries object whose data will be averaged column by column.
RANGE [ numeric ]
Date range on which the weighted average will be computed.
BETA [ numeric ]
Discount factor; the last observation gets a weight of of 1, the N-minus-1st observation gets a weight of
BETA, the N-minus-2nd gets a weight ofBETA^2, and so on.
Output arguments
Y [ numeric ]
Array with weighted average of individual columns; the sizes of
Yare identical to those of the input tseries object in 2nd and higher dimensions.
Options
zzz=default [ zzz | ___ ]
Description
Description
Examples